Anic Equity¶

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Total return since start: 0.546 %¶

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Equity now: -----------------------------> 47210.55 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45815.58 Kr¶

PnL: ---------------------------------------> -1072.99 Kr¶

DD now: ---------------------------------> -2.919 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 14:23:00.467271'

Anic Portfolio¶

This Week¶

Return: -1.427 %¶

Total¶

Return: 54.616 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.250000 2754.500000 118.500000 4.500000 2636.000010
Beijer Electronics Group 26 -1.680000 3042.000000 71.000000 2.390000 2971.000006
Corem Property Group B 59 -2.090000 609.470000 32.470000 5.630000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -1.200000 386.200000 31.200000 8.790000 355.000000
MedCap 2 -1.320000 450.000000 29.000000 6.890000 421.000000
Resurs Holding 22 -1.160000 602.360000 28.360000 4.940000 573.999998
AcadeMedia 12 -3.680000 584.880000 27.880000 5.010000 557.000004
SAAB B 8 -0.160000 3401.600000 24.600000 0.730000 3377.000000
FM Mattsson Mora Group B 50 -4.840000 2950.000000 23.000000 0.790000 2927.000000
HMS Networks 2 -3.210000 688.000000 15.000000 2.230000 673.000000
Eastnine 4 -0.160000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.650000 577.350000 13.350000 2.370000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Securitas B 6 -1.100000 582.120000 12.120000 2.130000 570.000000
Boozt 12 -2.050000 1662.000000 8.000000 0.480000 1653.999996
Coor Service Management Hold. 8 -0.810000 537.600000 5.600000 1.050000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
OEM International B 7 -1.690000 529.900000 1.900000 0.360000 527.999997
Intrum 4 -3.080000 528.600000 1.600000 0.300000 527.000000
Samhällsbyggnadsbo. i Norden D 12 -1.150000 247.440000 1.440000 0.590000 246.000000
Creaspac SPAC 6 -0.210000 574.200000 -2.800000 -0.490000 577.000002
Handelsbanken A 5 -1.460000 539.750000 -6.250000 -1.140000 546.000000
Nordea Bank Abp 29 -0.210000 3447.230000 -6.770000 -0.200000 3453.999992
Midsona B 63 -1.760000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -2.390000 547.200000 -26.800000 -4.670000 574.000000
CTEK 13 -2.140000 506.350000 -27.650000 -5.180000 533.999999
International Petroleum Corp. 5 -1.700000 548.500000 -46.070000 -7.750000 594.565215
Essity A 4 -3.010000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 0.110000 3586.700000 -169.300000 -4.510000 3756.000001
OX2 18 -2.980000 1404.900000 -259.100000 -15.570000 1663.999992
Ovzon 52 -3.810000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 45834.250000 -1054.320000 -2.88027% 46888.564618

Updated:¶

'2023-01-25 14:21:50.736616'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶